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Improved analysis of randomized SVD for top-eigenvector approximation

Our implementation of Randomized SVD (RSVD) and RandSum (RandSum) are in code/utility.py.

Package requirements

Python with 3.7.4

  • optparse
  • NumPy, SciPy, Matplotlib

Reproduce our results

  1. Run experiment with bash file code/run.sh by executing ./run.sh under the code/ folder
  2. Plot the results with code/plot.py by executing python plot.py

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